+11.5%
NOK vs ZBH
+274.1%
-262.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +9.3% | -4.9% | +14.3% | +11.2% |
| 30D | +17.9% | -3.2% | +21.1% | +19.0% |
| 3M | -22.3% | +5.8% | -28.1% | -24.9% |
| 6M | +36.4% | +2.0% | +34.4% | +32.4% |
| YTD | +66.3% | +5.8% | +60.5% | +58.8% |
| 1Y | +134.4% | -7.9% | +142.4% | +133.2% |
| 3Y | +186.6% | -19.4% | +205.9% | +193.8% |
| 5Y | +102.7% | -29.5% | +132.2% | +116.1% |
| 10Y | +129.8% | -15.5% | +145.4% | +109.7% |
| All | +11.5% | +274.1% | -262.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling